Related papers: Long-range dependent mortality modeling with coint…
The UK Biobank is a large-scale health resource comprising genetic, environmental and medical information on approximately 500,000 volunteer participants in the UK, recruited at ages 40--69 during the years 2006--2010. The project monitors…
Age-specific probabilities of death provide a snapshot of population mortality at the country level at a given point in time. Due to the high dimensionality of the data, summarising mortality information is essential for various analyses,…
To explore the mechanistic relationships between ageing, frailty and mortality, we developed a computational model in which possible health attributes are represented by the nodes of a complex network. Each node can be either damaged (i.e.…
This work introduces a Bayesian smoothing approach for the joint graduation of mortality rates across multiple populations. In particular, dynamical linear models are used to induce smoothness across ages through structured dependence,…
Multiple cause-of-death data provides a valuable source of information that can be used to enhance health standards by predicting health related trajectories in societies with large populations. These data are often available in large…
In studies of recurrent events, joint modeling approaches are often needed to allow for potential dependent censoring by a terminal event such as death. Joint frailty models for recurrent events and death with an additional dependence…
We propose Lomax delegate racing (LDR) to explicitly model the mechanism of survival under competing risks and to interpret how the covariates accelerate or decelerate the time to event. LDR explains non-monotonic covariate effects by…
We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…
Index-based hedging solutions are used to transfer the longevity risk to the capital markets. However, mismatches between the liability of the hedger and the hedging instrument cause longevity basis risk. Therefore, an appropriate…
We introduce a statistical framework for combining data from multiple large longitudinal cardiovascular cohorts to enable the study of long-term cardiovascular health starting in early adulthood. Using data from seven cohorts belonging to…
We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation of expected values of nonlinear functionals of…
This paper addresses the risk-minimization problem, with and without mortality securitization, \`a la F\"ollmer-Sondermann for a large class of equity-linked mortality contracts when no model for the death time is specified. This framework…
We investigate state-level age-specific mortality trends based on the United States Mortality Database (USMDB) published by the Human Mortality Database. In tandem with looking at the longevity experience across the 51 states, we also…
This study presents a framework for high-resolution mortality simulations tailored to insured and general populations. Due to the scarcity of detailed demographic-specific mortality data, we leverage Iterative Proportional Fitting (IPF) and…
In this paper we investigate the flexibility of matrix distributions for the modeling of mortality. Starting from a simple Gompertz law, we show how the introduction of matrix-valued parameters via inhomogeneous phase-type distributions can…
How long people live depends on their health, and how it changes with age. Individual health can be tracked by the accumulation of age-related health deficits. The fraction of age-related deficits is a simple quantitative measure of human…
This study introduces a novel generalized additive mixed model (GAMM) for mortality modelling, utilizing the mortality covariate $k_t$ as proposed by Dastranj-Kolar. Our findings indicate that the GAMM effectively addresses this…
Several mixed-effects models for longitudinal data have been proposed to accommodate the non-linearity of late-life cognitive trajectories and assess the putative influence of covariates on it. No prior research provides a side-by-side…
Mortality forecasting is crucial for demographic planning and actuarial studies, especially for projecting population ageing and longevity risk. Classical approaches largely rely on extrapolative methods, such as the Lee-Carter (LC) model,…
We consider a large, homogeneous portfolio of life or disability annuity policies. The policies are assumed to be independent conditional on an external stochastic process representing the economic-demographic environment. Using a…